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Reference manual - version qle_version
Public Types | Public Attributes | List of all members
ConvertibleBond2::DividendProtectionData Struct Reference

Public Types

enum class  AdjustmentStyle {
  CrUpOnly , CrUpDown , CrUpOnly2 , CrUpDown2 ,
  PassThroughUpOnly , PassThroughUpDown
}
 
enum class  DividendType { Absolute , Relative }
 

Public Attributes

Date startDate
 
Date protectionDate
 
AdjustmentStyle adjustmentStyle
 
DividendType dividendType
 
Real threshold